Why are we still in exile?

Here is historic footage from Hoshanah Rabbah 5744, September 28, 1983. After Maariv the Rebbe turns to address the crowd. More than just a Sicha (speech), the Rebbe launches into an impassioned plea: Why the Golus? The Rebbe's voice is broken with emotion. The Almighty can surely find a way to give us all of the benefits of Golus without the Golus. The crowd is silent, stunned, every eye is moved to tears. How can Hashem ignore such a plea! (From WeJew)